6401 Commits

Author	SHA1	Message	Date
c9s	e8bd370aa2	xmaker: remove duplicated log entry	2024-08-24 12:13:44 +08:00
c9s	5ca1c4fb62	xmaker: rewrite and clean up order submission	2024-08-24 12:13:15 +08:00
c9s	f7dc07327e	xmaker: assign position strategy id and instance id	2024-08-24 12:01:11 +08:00
c9s	6ef8aa62e5	xmaker: integrate CircuitBreaker	2024-08-24 11:58:09 +08:00
c9s	5f65e87e89	change default HaltDuration to 1h	2024-08-24 11:43:12 +08:00
c9s	14fff8dbad	xmaker: integrate circuitbreaker	2024-08-24 11:42:16 +08:00
c9s	40a0585187	types: fix missing labels	2024-08-23 19:59:56 +08:00
c9s	9f510da78b	xmaker: use margin order to hedge positions	2024-08-23 16:57:29 +08:00
c9s	b2f1f7d735	Merge pull request #1700 from c9s/narumi/autobuy-boll ... Fix: [autobuy] fix error when bollinger settings is not set	2024-08-23 13:05:18 +08:00
narumi	1b06fcc961	validate parameters	2024-08-22 14:36:06 +08:00
narumi	b820fccce1	add order type to config	2024-08-22 14:36:06 +08:00
c9s	72575e3cd8	elliottwave: use AverageCost instead	2024-08-22 11:26:46 +08:00
c9s	a900c72032	types/position: drop approximateAverageCost	2024-08-22 11:19:54 +08:00
c9s	5635e31487	types: pull out calculateFeeInQuote method	2024-08-22 11:07:45 +08:00
c9s	e2d68f2a86	types: add fee cost settter to the position	2024-08-22 10:59:38 +08:00
c9s	9136877207	types: update position metrics after adding trades	2024-08-21 16:35:57 +08:00
c9s	c063df6467	document privateChannels and privateChannelSymbols	2024-08-21 16:24:19 +08:00
c9s	80fc10a1fd	bbgo: add session name to the metrics	2024-08-21 15:46:09 +08:00
c9s	fead99aaa6	add more balance metrics	2024-08-21 15:33:27 +08:00
c9s	40d3a40277	types: add marginType	2024-08-21 15:24:43 +08:00
c9s	055cfbb3ff	Merge pull request #1699 from c9s/c9s/refactor-twap ... REFACTOR: [twap] upgrade twap command and add optional order update rate limiter	2024-08-21 15:20:57 +08:00
c9s	d855d9bbc0	bump version to v1.60.0	2024-08-21 14:42:59 +08:00
narumi	731fa9af7e	fix error when bollinger settings is not set	2024-08-21 13:28:22 +08:00
c9s	a06b63c897	twap: rename constructor	2024-08-20 18:13:42 +08:00
c9s	ebaf3a330f	twap: pull out submitOrder method	2024-08-20 17:53:19 +08:00
c9s	a0cbf82d97	twap: handle delayInterval after canceling order	2024-08-20 17:51:44 +08:00
c9s	9a2b792ed1	twap: split doneSignal into a single file	2024-08-20 17:49:18 +08:00
c9s	2392fddc3c	fix method name	2024-08-20 17:47:39 +08:00
c9s	c92c395f67	twap: improve rate limiter syntax parser and support order update rate limiter in twap	2024-08-20 17:07:29 +08:00
c9s	48029f95cc	cmd: pull out and refine twap order executor command	2024-08-20 16:24:34 +08:00
c9s	baffefac07	Merge pull request #1689 from anywhy/fix_float64_series ... fix float64 series use mean or stdev function result is zero	2024-08-20 14:41:29 +08:00
c9s	6d3a18ad55	twap: call trade collector process when shutdown	2024-08-20 14:30:08 +08:00
c9s	d1617b6a0b	Merge pull request #1697 from c9s/c9s/refactor-twap ... FEATURE: redesign and refactor twap order executor	2024-08-20 14:24:48 +08:00
c9s	b9c41b7ad7	twap: improve cancelContextIfTargetQuantityFilled check method	2024-08-20 14:14:19 +08:00
c9s	0530809834	fix position test	2024-08-20 14:10:22 +08:00
c9s	d8fad8250c	fix duplicated field	2024-08-20 14:01:19 +08:00
c9s	c8aea81505	twap: implement twap mock testing	2024-08-20 14:01:04 +08:00
c9s	cec078f4bf	twap: add stream executor test	2024-08-20 14:01:04 +08:00
c9s	648e10fd7c	binance: fix time in force setting for limit maker	2024-08-20 14:01:04 +08:00
c9s	b7d18e687e	twap: implement orderUpdater	2024-08-20 14:01:03 +08:00
c9s	51c1b995c2	twap: add v2 fixed quantity executor	2024-08-20 14:01:03 +08:00
c9s	47c7714d33	Merge pull request #1698 from c9s/feature/max/update-get-trade-api ... FEATURE: update get trades api	2024-08-20 13:49:39 +08:00
c9s	f7ad141b04	Merge pull request #1693 from anywhy/fix_binance_query_order ... fix binance exchange query futures order	2024-08-19 18:01:03 +08:00
kbearXD	90712aff29	FEATURE: update get trades api	2024-08-19 17:05:02 +08:00
c9s	0a83c26fd5	types: add warning to the price type	2024-08-17 14:15:43 +08:00
c9s	1294cd95be	rename twap.Execution to twap.StreamExecutor	2024-08-17 14:09:25 +08:00
c9s	9dd85623b9	types,strategy: refactor price type and add more bbo (best bid offer)	2024-08-17 14:05:29 +08:00
c9s	621a2b86cf	twap: move twap execution to a single package	2024-08-17 13:29:27 +08:00
c9s	e9bf4babe2	core: log number of loaded converters	2024-08-16 20:57:28 +08:00
c9s	52abb9193d	core: fix InitializeConverter return value	2024-08-16 20:53:21 +08:00